Referierte Publikationen
Veröffentlichungen der Forscher und Forscherinnen der Bundesbank nach Jahren
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- Abbassi, P., R. Iyer, J. Peydró and F. Tous,
Securities trading by banks and credit supply: Microevidence, Journal of Financial Economics, Vol. 121(3), pp. 569-594. - Abbate, A., S. Eickmeier, W. Lemke and M. Marcellino,
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR, Journal of Money, Credit and Banking, Vol. 48, pp. 573-601. - Abrahams, M., T. Adrian, R. K. Crump, E. Moench and R. Yu,
Decomposing Real and Nominal Yield Curves, Journal of Monetary Economics, Vol. 84, pp. 182-200. - Adam, K. and P. Tzamourani,
Distributional consequences of asset price inflation in the euro area, European Economic Review, Vol. 89, pp. 172-192. - Ampudia, M., A. Pavlickova, J. Slacalek and E. Vogel,
Household Heterogeneity in the Euro Area Since the Onset of the Great Recession, Journal of Policy Modeling, Vol. 38, pp. 181-197. - Andrade, P., R.K. Crump, S. Eusepi and E. Mönch,
Fundamental Disagreement, Journal of Monetary Economics, Vol. 83, pp. 106-128. - Arnold, E.A., I. Größl, and P. Koziol,
Market Discipline Across Bank Governance Models - Empirical Evidence from German Depositors, Quarterly Review of Economics and Finance, Vol. 61, issue C, pp. 126-138. - Arrondel, L., L. Bartiloro, P. Fessler, P. Lindner, T. Mathä, C. Rampazzi , F. Savignac, T. Schmidt, M. Schürz and P. Vermeulen,
How do households allocate their assets? Stylized facts from the Eurosystem Household Finance and Consumption survey, International Journal of Central Banking, June, pp. 129-220. - Bagnall, J., D. Bounie, K. Huynh, A. Kosse, T. Schmidt, S. Schuh and H. Stix,
Consumer cash usage: A cross-country comparison with payment diary survey data, International Journal of Central Banking, December/2016, pp. 1-62. - Berger, A., C. Bouwman, T. Kick and K. Schaeck,
Bank liquidity creation and risk taking during distress, Journal of Financial Intermediation, Vol. 26, pp. 115-141. - Borstel, J. von, S. Eickmeier and L. Krippner,
The interest rate pass-through in the euro area during the sovereign debt crisis, Journal of International Money and Finance, Vol. 68, pp. 386-402. - Bover, O., J. Casado, S. Costa, P. Du Caju, Y. McCarthy, E. Sierminska, P. Tzamourani, E. Villanueva and T. Zavadil,
The distribution of debt across euro area countries: The role of individual characteristics, institutions and credit conditions, International Journal of Central Banking, Vol. 12(2), pp. 71-128. - Buch, C., M. Koetter and J. Ohls,
Banks and sovereign risk: A granular view, Journal of Financial Stability, Vol. 25, pp. 1-15. - Busch, R. and C. Memmel,
Quantifying the Components of the Banks' Net Interest Margin, Financial Markets and Portfolio Management, Vol. 30(4), pp. 371-396. - Cloyne, J. and P. Hürtgen,
The macroeconomic effects of monetary policy: A new measure for the United Kingdom, American Economic Journal:Macroeconomics, Vol. 8(4), pp. 75-102. - Daude C., A. Nagengast and E. Levy Yeyati,
On the effectiveness of exchange rate interventions in emerging markets, Journal of International Money and Finance, Vol. 64, pp. 239-261. - Droll T., N. Podlich and M. Wedow,
Out of sight, out of mind? On the risk of sub-custodian structures, Journal of Banking and Finance, Vol. 68, pp. 47-56. - Eickmeier S., Marcellino M. and E. Prieto Fernandez,
Time variation in macro-financial linkages, Journal of Applied Econometrics, Vol 31(7), pp. 1215-1233. - Fink K., U. Krüger, B. Meller and L. Wong,
The credit quality channel: Modeling contagion in the interbank market, Journal of Financial Stability, Vol. 25, pp. 83-97. - Fischer C.,
Determining global currency bloc equilibria: An empirical strategy based on estimates of anchor currency choice, Journal of International Money and Finance, Vol. 64, pp. 214-238. - Fratzscher, M., P. König and C. Lambert,
Credit Provision and Banking Stability after the GFC, Journal of International Money and Finance, Vol. 66, pp. 113-135. - Frey C. and F. Mokinski,
Forecasting with bayesian vector autoregressions estimated using professional forecasts, Journal of Applied Econometrics, Vol. 31(6), pp. 1083-1099. - Gadatsch N., K. Hauzenberger and N. Stähler,
Fiscal policy during the crisis: A look on Germany and the Euro area with GEAR, Economic Modelling, Vol. 52, pp. 997-1016. - Gerke, R. and F. Hammermann,
Robust Monetary Policy in a New Keynesian Model with Imperfect Interest Rate Pass-Through, Macroeconomic Dynamics, Vol. 20(6), pp. 1504-1526. - Giesen S. and R. Scheufele,
Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Esti-mators in DSGE Models, Journal of Macroeconomics, Vol. 48, pp. 1-18. - Götz T., A. Hecq and S. Smeekes,
Testing for Granger causality in large mixed-frequency VARs, Journal of Econometrics, Vol. 193, pp. 418-432. - Hoffmann, M. and P. Hürtgen,
Inflation Expectations, Disagreement and Monetary Policy, Economic Letters, Vol. 146, pp. 59-63. - Hollmayr, J. und M. Kühl,
Imperfect Information about Financial Frictions and Consequences for the Business Cycle, Review of Economic Dynamics, Vol. 22, pp. 179-207. - Hossfeld, O. and A. Röthig,
Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market, Finance Research Letters, Vol. 18, pp. 218-228. - Kick T., M. Koetter and T. Poghosyan,
Bank Recapitalization, Regulatory Intervention, and Repayment, Journal for Money, Credit and Banking, Vol. 48(7), pp. 1467-1494. - Kliem M., A. Kriwoluzky and S. Sarferaz,
Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries, European Economic Review, Vol. 88, pp. 158-184. - Kliem, M., A. Kriwoluzky and S. Sarferaz,
On the low-frequency relationship between public deficits and inflation, Journal of Applied Econometrics, Vol. 31(3), pp. 566-583. - Kliem, M. and H. Uhlig,
Bayesian Estimation of a DSGE Model with Asset Prices, Quantitative Economics, Vol. 7(1), pp. 257-287. - König, P. and D. Pothier,
Too Much of a Good Thing? Short-term Debt as a Sorting Device, Journal of Financial Intermediation, Vol. 26, pp. 100-114. - Kohlbrecher B., C. Merkl and D. Nordmeier,
Revisiting the Matching Function, Journal of Economic Dynamics and Control, Vol. 69, pp. 350-374. - Krause M. and S. Moyen,
Public debt and changing inflation targets, American Economic Journal: Macroeconomics, Vol. 8(4), pp. 142-176. - Kremer J. and N. Stähler,
Structural and cyclical effects of tax progression, Finanz Archiv, Vol. 72, pp. 41-73. - Liu W. and E. Mönch,
What predicts US recessions? International Journal of Forecasting, Vol. 32(4), pp. 1138-1150. - Mankart J. and R. Oikonomou,
The rise of the added worker effect, Economics Letters, Vol. 143, pp. 48-51. - Meinen P.,
Markup responses to Chinese imports, Economics Letters, Vol. 141, pp. 122-124. - Metiu N.,
How does the stock market respond to changes in bank lending standards? Economics Letters, Vol. 144, pp. 92-97. - Mokinski F.,
Using time-stamped survey responses to measure expectations at a daily frequency, International Journal of Forecasting, Vol. 32, pp. 271-282. - Nagengast A. and R. Stehrer,
The great collapse in value added trade, Review of International Economics, Vol. 24, pp. 392-421. - Nagengast A. and R. Stehrer,
Accounting for the differences between gross and value added trade balances, World Economy, Vol. 39(9), pp. 1276-1306. - Nordmeier D., H.Schmerer and E. Weber,
Trade and labor market dynamics: What do we learn from the data? Economics Letters, Vol. 145, pp. 206-209. - Prieto, E., S. Eickmeier and M. Marcellino,
Time variation in macro-financial linkages, Journal of Applied Econometrics, Vol. 31(7), pp 1215-1233. - Vilsmeier J.,
Updating the option implied probability of default methodology, Journal of Computational Finance, Vol. 19. - Vogel E.,
Forward looking behavior in ECB liquidity auctions: evidence from the pre-crisis period, Journal of Inter-national Money and Finance, Vol. 61, pp. 120-142. - Zhu, J. and K. Adam,
Price Level Changes and the Redistribution of Nominal Wealth Across the Euro Area, Journal of the European Economic Association, Vol. 14(4), pp. 871-906.
- Abbassi, P., R. Iyer, J. Peydró and F. Tous,
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- Adrian, T., R. K. Crump and E. Moench,
Regression-Based Estimation of Dynamic Asset Pricing Models, Federal Reserve Bank of New York Staff Reports No. 493, June 2014, Journal of Financial Economics, Vol. 118, (2), pp. 211-244. - Alter, A., B. Craig and P. Raupach,
Centrality-based capital allocations, International Journal of Central Banking, Vol. 11(3), 329-377. - Baltzer, M., O. Stolper and A. Walter,
Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors, European Journal of Finance, Vol. 21 (9), pp. 734-754. - Bleich, D. and A. Dombret,
Financial System Leverage and the Shortage of Safe Assets: Exploring the Policy Options, German Economic Review, Vol. 16(2), pp. 161-180. - Böninghausen, B. and M. Köhler,
Diversification and determinants of international credit portfolios: evidence from German banks, International Review of Economics and Finance, Vol. 39, 57-75. - Bornemann, S., T. Kick, A. Pfingsten and A. Schertler,
Earnings baths by CEOs during turnovers: Empirical evidence from German savings banks, Journal of Banking and Finance, Vol. 53, pp. 188-201. - Borsi, M. T. and N. Metiu,
The evolution of economic convergence in the European Union, Empirical Economics, Vol. 48(2), pp. 657-681. - Brei M., Buzaushina A.,
International financial shocks in emerging markets, Journal of International Money and Finance, Vol. 58, pp. 51-74 - Breitung, J. and S. Eickmeier,
Analyzing international business and financial cycles using multi-level factor models: A comparison of alternative approaches, Advances in Econometrics, Vol. 35. - Breitung, J. and S. Eickmeier,
Analyzing business cycle asymmetries in a multi-level factor model, Economics Letters, Vol. 127, pp. 31-34. - Bursian, D. and S. Fürth,
Trust Me! I am a European Central Banker, Journal of Money, Credit and Banking, Vol. 47(8), pp 1503-1530. - Bursian, D., A. Weichenrieder, J. Zimmer,
Trust in government and fiscal adjustments, International Tax and Public Finance, Vol. 22, pp. 663-682. - Busch, R. and T. Kick,
Income Structure and Bank Business Models: Evidence on Performance and Stability from the German Banking Industry, Schmalenbach Business Review, Vol. 67, pp. 226-253. - Choquette, E. and P. Meinen,
Export Spillovers: Opening the Black Box, The World Economy, Vol. 38(12), pp. 1912-1946. - Cici, G., S. Gibson, Y. Gündüz and J. J. Merrick Jr.,
Market Transparency and the Marking Precision of Bond Mutual Fund Managers, Journal of Portfolio Management, Vol. 41(2), pp. 126-137. - Clerc, L., A. Derviz, C. Mendicino, S. Moyen, K. Nikolov, L. Stracca, J. Suarez, A. Vardoulakis,
Capital Regulation in a Macroeconomic Model with Three Layers of Default, International Journal of Central Banking, Vol. 11(3), pp. 9-64. - Eickmeier, S., W. Lemke and M. Marcellino,
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis, Journal of the Royal Statistical Society - Series A, Vol. 178(3), pp. 493-533. - Entrop, O., C. Memmel, B. Ruprecht and M. Wilkens,
Determinants of bank interest margins: Impact of maturity transformation, Journal of Banking and Finance, Vol. 54, 1-19. - Foroni, C., M. Marcellino and C. Schumacher,
U-MIDAS: MIDAS regressions with unrestricted lag polynomials, Journal of the Royal Statistical Society – Series A, Vol. 178, pp. 57-82. - Gehde -Trapp M., Gündüz Y. and J. Nasev,
The Liquidity Premium in CDS Transaction Prices: Do Frictions Matter? Journal of Banking and Finance, Vol. 61, pp. 184-205. - Gündüz, Y., C. Memmel and P. Raupach,
The Common Drivers of Default Risk, Journal of Financial Stability, Vol. 16, pp. 232-247. - Harms, P., M. Hoffmann and C. Ortseifer,
The Home Bias in Equities and Distribution Costs, Scandinavian Journal of Economics, Vol. 117(3), pp. 983-1018. - Hollmayr J. and C. Matthes,
Learning about fiscal policy and the effects of policy uncertainty, Journal of Economic Dynamics and Control, Vol. 59, pp. 142-162. - Hübner M. and G. Vannoorenberghe,
Patience and long-run growth Economics Letters, Vol.137, pp. 163-167. - Kick, T. and E. Prieto,
Bank Risk and Competition: Evidence from Regional Banking Markets, Review of Finance, Vol. 19(3), 1185-1222. - Knüppel M.,
Evaluating the calibration of multi-step-ahead density forecasts using raw moments, Journal of Business and Economic Statistics, Vol. 33, pp. 270-28. - Köhler, M.,
Which Banks are More Risky? The impact of business models on bank stability, Journal of Financial Stability, Vol. 16, pp. 195-212. - König, P.,
Liquidity Requirements – A Double-Edged Sword, International Journal of Central Banking, Vol. 11(4), pp. 129-168. - Koziol, C., P. Koziol and T. Schön,
Do correlated defaults matter for CDS premia? An empirical analysis, Review of Derivatives Research, Vol 18(3), 191-224. - Lewis, V. and R. Winkler,
Fiscal Policy and Business Formation in Open Economies, Research in Economics, Vol. 69(4), pp. 603-620. - Lewis, V. and A. Stevens,
Entry and Markup Dynamics in an Estimated Business Cycle Model, European Economic Review, Vol. 74, pp. 14-35. - Lucca, D. and E. Moench,
The Pre-FOMC Announcement Drift, Federal Reserve Bank of New York Staff Reports No. 512, July 2013, Journal of Finance, Vol. 70(1), pp. 329-371. - Mankart, J. and G. Rodano,
Personal Bankruptcy Law, Debt Portfolios, and Entrepreneurship, Journal of Monetary Economics, Vol. 76, pp. 157-172. - Meinen, P.,
Sunk Costs of Exporting and the Role of Experience in International Trade, Canadian Journal of Economics, Vol. 48(1), pp.335-367. - Vandenbussche, J., U. Vogel and E. Detragiache,
Macroprudential Policies and Housing Prices: A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe, Journal of Money, Credit and Banking, Vol. 47(S1), pp. 343-377.
- Adrian, T., R. K. Crump and E. Moench,
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Anand, K., F. Heinemann and P. König,
Guarantees, Transparency and the Interdependency Between Sovereign and Bank Default Risk, Journal of Banking and Finance, Vol. 45, pp. 321-337.Berger, A., T. Kick and K. Schaeck,
Executive board composition and bank risk taking, Journal of Corporate Finance, Vol. 28, pp. 48-65.Bornemann, S., S. Homölle, C. Hubensack, T. Kick and A. Pfingsten,
Visible Reserves in Banks – Determinants of Initial Creation, Usage, and Contribution to Bank Stability, Journal of Business Finance and Accounting, Vol. 41(5) & (6), pp. 507-544.Buch, C. M., S. Eickmeier and E. Prieto,
In search for yield? Survey-based evidence on bank risk taking, Journal of Economic Dynamics and Control, Vol. 43, pp. 12-30.Buch, C. M., S. Eickmeier and E. Prieto,
Macroeconomic factors and micro-level bank behavior, Journal of Money, Credit and Banking, Vol. 46(4), pp. 715-751.Buch, C.M., I. Kesternich, A. Lipponer and M. Schnitzer,
Financial Constraints and Foreign Direct Investment: Firm-Level Evidence, Review of World Economics, Vol. 150 (2), pp. 393-420.Buch, C. M. and E. Prieto,
Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany, International Finance, Vol. 17(1), pp. 1-23.Bursian, D. and M. Roth,
Optimal policy and Taylor rule cross-checking under parameter uncertainty, B.E. Journal of Macroeconomics, Vol. 14(1), pp. 301–324,.Dombret, A., T. Liebig and I. Stein,
Trennbankensystem - ein Weg zu mehr Finanzstabilität in Deutschland?, Perspektiven der Wirtschaftspolitik, Vol. 15, pp. 41-55.Dräger, L., U. Fritsche and J.-O. Menz,
Perceived Inflation under Loss Aversion, Applied Economics, Vol 46(3), pp. 282-293.Düllmann, K. and T. Kick,
Stress testing German banks against a global credit crunch, Financial Markets and Portfolio Management, Vol. 28, pp. 337-361.Düllmann, K. and P. Koziol,
Are SME Loans Less Risky than Regulatory Capital Requirements Suggest?, Journal of Fixed Income, Vol. 23(4), pp. 89-103Eickmeier, S., L. Gambacorta and B. Hofmann,
Understanding global liquidity, European Economic Review, Vol. 68, pp. 1-18.Fischer, C. and O. Hossfeld,
A consistent set of multilateral productivity approach-based indicators of price competitiveness - results for Pacific Rim economies, Journal of International Money and Finance, Vol. 49(A), pp. 152-169.Frey, R. and C. Kerl,
Multinational banks in the crisis: Foreign affiliate lending as a mirror of funding pressure and competition on the internal capital market, Journal of Banking and Finance, Vol. 50, pp. 52-68.Goldbach S. and V. Nitsch,
Extra Credit: Bank Finance and Firm Export Status in Germany, The World Economy, Vol. 37(7), pp. 883-891.Gündüz, Y. and O. Kaya,
Impacts of the Financial Crisis on Eurozone Sovereign CDS Spreads, Journal of International Money and Finance, Vol. 49, 425-442.Gündüz, Y., C. Memmel and P. Raupach,
The Common Drivers of Default Risk, Journal of Financial Stability, Vol. 16, pp. 232-247.Gündüz, Y. and M. Uhrig-Homburg,
Does Modeling Framework Matter? A Comparative Study of Structural and Reduced-Form Models, Review of Derivatives Research, Vol. 17, pp. 39-78.Hansen, J. D., P. Meinen and J. U. M. Nielsen,
Elasticity of Substitution and Anti-Dumping Decisions, Review of World Economics, Vol. 150(4), pp. 787-816Hristov, N., O. Huelsewig and T. Wollmershaeuser,
The Interest Rate Pass–Through in the Euro Area During the Global Financial Crisis, Journal of Banking and Finance, Vol. 48, pp. 104-119.Hristov, N., O. Huelsewig and T. Wollmershaeuser,
Financial Frictions and Inflation Differentials in a Monetary Union, The Manchester School, Vol. 82(5), pp. 549-595.Hürtgen, P. and R. Rühmkorf,
Sovereign default risk and state-dependent twin deficits, Journal of International Money and Finance, Vol. 48, pp. 357-382Islami, M. and J.-R. Kurz-Kim,
A single composite financial stress indicator and ist real impact in the euro area, International Journal of Finance and Economics, Vol. 19(3), pp. 204-211.Jahn, N. and T. Kick,
Early Warning Indicators for the German Banking System: A Macroprudential Analysis, Credit and Capital Markets, Vol. 47(1), 5-47.Kajuth, F.,
NAIRU estimates for Germany: New evidence on the inflation-unemployment trade-off, GERMAN Economic Review, Vol. 17(1), pp. 104-125.Kalckreuth, U. von, T. Schmidt and H. Stix,
Choosing and using payment instruments: evidence from German microdata, Empirical Economics, Vol. 46(3), pp. 1019-1055.Kalckreuth, U. von, T. Schmidt and H. Stix,
Using Cash to Monitor Liquidity – Implications for Payments, Currency Demand and Withdrawal Behavior, Journal of Money, Credit and Banking, Vol. 46(8), pp. 1753-1786.Kempkes, G.,
Cyclical adjustment in fiscal rules: some evidence on real-time bias for EU-15 countries, FinanzArchiv, Vol. 70(2), pp. 278-315.Kliem, M. and A. Kriwoluzky,
Toward a Taylor rule for fiscal policy, Review of Economic Dynamics, Vol. 17(2), pp. 294-302.Knetzsch, T.A., K. Sonderhof and W.Kempe,
Das Erwerbspersonenpotenzial zu Vollzeitäquivalenten: Messkonzept, Projektion und Anwen-dungsbeispiele, Schmollers Jahrbuch, Vol. 134(1), pp. 1-24.Knüppel, M.,
Efficient Estimation of Forecast Uncertainty Based on Recent Forecast Errors, International Journal of Forecasting, Vol. 30(2), pp. 257-267.Knüppel, M.,
Can Capacity Constraints Explain Asymmetries of the Business Cycle?, Macroeconomic Dynamics, Vol. 18(1), pp. 65-92.Köhler, M.,
Business Models in Banking - How did they evolve and how do they need to be changed in the post-crisis period?, Journal of Financial Perspectives, Vol. 2(I), pp. 161-176.Köhler, M.,
Does Non-Interest Income Make Banks More risky? Retail- vs. Investment-Oriented Banks, Review of Financial Economics, Vol. 23, pp. 182-193.Koziol, P.,
Inflation and Interest Rate Derivatives for FX Risk Management: Implications for Exporting Firms under Real Wealth, Quarterly Review of Economics and Finance, Vol. 54(4), 459-472.Kurz-Kim, J.-R. and M. Loretan,
On the properties of the coefficient of determination in regression models with infinite-variance variables, Journal of Econometrics, Vol. 181, pp. 15-24.Kuzin, V. and F. M. Bremus,
Unemployment and Portfolio choice: Does persistence matters?, Journal of Macroeconomics, Vol. 40, pp. 99-113.Löffler, A. and A. Hoffmann,
Low Interest Rate Policy and the Use of Reserve Requirements in Emerging Markets, Quarterly Review of Economics and Finance, Vol. 54(3), pp. 307-314.Mankart, J.,
The (Un-) importance of Chapter 7 wealth exemption levels, Journal of Economic Dynamics and Control, Vol. 38, pp. 1-16.Memmel, C.,
Banks' interest rate risk: The net interest income perspective and the market value perspective, Quantitative Finance, Vol. 14(6), pp. 1059-1068.Moyen, S. and N. Stähler,
Unemployment Insurance and the Business Cycle: Should Entitlement Duration React to the Cycle?, Macroeconomic Dynamics, Vol. 18, pp. 497-525.Nordmeier, D.,
Worker flows in Germany: Inspecting the time aggregation bias, Labour Economics, Vol. 28, pp. 70-83.Schmidt, T.,
Consumers' Recording Behaviour in Payment Diaries – Empirical Evidence from Germany, Survey Methods: Insights from the Field, August 2014, http://surveyinsights.org/?p=4563, DOI: 10.13094/SMIF-2014-00008.Schulz, A. and J. Stapf,
Price discovery on traded inflation expectations: Does the financial crisis matter?, European Journal of Finance, Vol. 20(11), pp. 1037-1063.Schulze, K.,
Existence and Computation of the Aumann-Serrano Index of Riskiness and its Extension, Journal of Mathematical Economics, Vol. 50(1), pp. 219-224.Schwarzmüller, T. and N. Stähler,
Reforming the labor market and improving competitiveness: An analysis for Spain using FiMod, SERIEs, Vol. 4(4), pp. 437-471.Tasca, P., P. Mavrodiev and F. Schweitzer,
Quantifying the Impact of Leveraging and Diversification on Systemic Risk, Journal of Financial Stability, Vol. 15, pp. 43-52.Umber, M., M. Grote and R. Frey,
Same as it ever was? Europe's national borders and the market for corporate control, Journal of International Money and Finance, Vol. 40, pp. 109-127.Zhu, J. (2014), Bracket Creep Revisited – with and without r > g: Evidence from Germany, Journal of Income Distribution, Vol. 23(3-4), pp. 106ff.
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Baltzer, M.,
Speculation as a trigger for regulation of capital markets in Germany in the late 19th century, Economic History Yearbook 2013/2, 95-110.Baltzer, M., O. Stolper and A. Walter,
Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation, Journal of Banking and Finance, Vol. 37(8), 2823-2835.Berger, A., T. Kick, M. Koetter and K. Schaeck,
Does it pay to have friends? Social ties and executive appointments in banking, Journal of Banking and Finance, Vol. 37, pp. 2087-2105.Bettendorf, T. and W. Chen (2013), Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests, Economics Letters, Elsevier, Vol. 120(2), pp 350-353.
Bleich, D., T. Bleich and R. Fendel,
Einige Anmerkungen zum Wesen der Deflation aus Sicht der Finanzstabilität, Zeitschrift für Wirtschaftspolitik, Vol. 62(2), 134-158.Bleich, D., R. Fendel and J.-C. Rülke,
Monetary Policy and Stock Market Volatility, Economics Bulletin, Vol. 33(3), 1669-1680.Dombret, A. and A. Ebner,
Default of systemically important financial intermediaries: short-term stability versus incentive compatibility?, German Economic Review, Vol. 14(1), 15-30.Eickmeier, S. and B. Hoffmann,
Monetary policy, housing booms, and financial (im)balances, Macroeconomic Dynamics, Vol. 17(4), pp. 830-860.Eickmeier, S. and K. Pijnenburg,
The global dimension of inflation-evidence from factor-augmented Phillips curves, Oxford Bulletin of Economics and Statistics, Vol. 75(1), pp. 103-122.Gerke, R., M. Jonsson, M. Kliem, M. Kolasa, P. Lafourcade, A. Locarno, K. Makarskic and P. McAdam,
Assessing Macro-Financial Linkages: A Model Comparison Exercise, Economic Modelling, Vol. 31(3), 253-264.Jordà, Ò., M. Knüppel and M. Marcellino,
Empirical Simultaneous Prediction Regions for Path-Forecasts, International Journal of Forecasting, Vol. 29(3), 456-468.Kadow, A., M. Cerrato, R. MacDonald and S. Straetmans,
Does the euro dominate Central and Eastern European money markets? Journal of International Money and Finance, Vol. 32, pp. 700-718.Kliem, M. and A. Kriwoluzky,
Reconciling narrative monetary policy disturbances with structural VAR model shocks?, Economics Letters, Vol. 121(2), 247-251.Knetsch, T. A.,
Ein nutzungskostenbasierter Ansatz zur Messung des Faktors Kapital in aggregierten Produktionsfunktionen, Jahrbücher für Nationalökonomie und Statistik, Vol. 233(5+6), 638-660.Kurz, C. and J.-R. Kurz-Kim,
What determines the dynamics of absolute excess returns on stock markets?, Economics Letters, Vol. 118(2), 342-346.Kuzin, V., M. Marcellino and C. Schumacher,
Pooling versus model selection for nowcasting GDP with many predictors: Empirical evidence for six industrialized countries, Journal of Applied Econometrics, Vol. 28, 392-411.Mayer, E. and N. Stähler,
The debt brake: business cycle and welfare consequences of Germany's new fiscal policy rule, Empirica: Journal of European Economics, Vol. 40(1), 39-74.Meller, B.,
The Two-Sided Effect of Financial Globalization on Output Volatility, Review of World Economics, Vol. 149(3), pp. 477-504.Podlich, N. and M. Wedow (2013),
Are insurers SIFIs? A MGARCH model to measure interconnectedness, Applied Economics Letters, Vol. 20(7), pp. 677-681.Puzanova, N. and K. Düllmann,
Systemic risk contributions: A credit portfolio approach, Journal of Banking and Finance, Vol. 37, 1243-1257.Schultefrankenfeld, G.,
Forecast uncertainty and the Bank of England’s interest rate decisions, Studies in Nonlinear Dynamics and Econometrics, Vol. 17(1), 1-20.